Got seriously addicted to gambling which led to alot of lying, stealing and being overall a piece of shit. Well hey I don't blame anyone else but myself.
What don't you try substitution? Replacing your addiction with something useful that activate the same reward mechanisms in your brain.
Obviously you need to deal with the underlying psychological factors (impulsivity, escapism, depression) but substitution (replacement behaviors) can help you step away from your addiction. Gambling, like drugs, taps into the brain’s reward system. You get a dopamine hit from chasing the win, another when you come close to winning, another when you actually win, another when you lose (from the adrenaline). You need to find a healthier activity or ideally a career path that activates those same circuits (risk / reward) and channel your degeneracy in a constructive direction.
Sales, real estate, trading, performance-based work, these jobs can create that same high-risk, high-reward feeling that you get from gambling. Honestly, you'd be better off selling used cars than gambling in an online casino. If you don't sell the car, you don't sell the car, but you're not down thousands of dollars and nobody is going to hate you for it.
Of course, that not THE answer, you need to understand that it's not going to be the same type of high, but that's just like all recovering addicts. The most important thing is to accept that there is a degree of boredom in recovery, that you never gonna get that kind of dopamine hit. Over time, it will become easier to accept that and bring your dopamine level back to normal so that you can get excited for normal things. Anyway you can only get better if you want to get better.
When it comes to steroids, it makes more sense now why you thought of that. I think that is your way of replacing your addiction with some new thing - but you can see that you're replacing something destructive with something dangerous, so it's still not an answer. The truth is you don't need the roids, you don't need to hurt yourself to create a challenge. Try and find something that challenges you and that makes you happy and ideally is profitable. Greed is a powerful drug. Once you start making money, don't spend it gambling but reinvest it in your new activity or training so that you can keep winning.
And if that still doesn't cut it, try completing with competitive sports, like boxing, chess or diving, something that doesn't involve money. The idea is to replace destructive highs with constructive challenges, and
accept boredom to a certain degree (maybe go to church, even if you don't believe in God, it's surprisingly peaceful there).